-92.7%
SNAP vs IEF
-8.2%
-84.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +1.9% | -0.7% | +2.6% | +1.9% |
| 3M | -3.9% | -0.4% | -3.5% | -3.9% |
| 6M | +5.2% | -2.5% | +7.7% | +4.9% |
| YTD | -32.7% | -1.6% | -31.1% | -32.8% |
| 1Y | -24.8% | -1.3% | -23.5% | -24.9% |
| 3Y | -42.2% | +10.1% | -52.3% | -42.0% |
| 5Y | -92.7% | -8.3% | -84.4% | -94.5% |
| All | -92.7% | -8.2% | -84.5% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling